Yes, topr, as Craig pointed out, your system is working normally. The subwoofer crossovers are never a "brick-wall" filter either on the high-pass or low-pass side.
And defeating the low-pass crossover on the subwoofer as much as possible is always the "right" starting point when you use the bass management on your receiver. But some people (not me) use the sub's low-pass filter on top of the receiver's crossover in order to further optimize the main/sub transitions and the overall response at around the crossover frequency. For example, if you set the receiver's sub crossover and the sub's low-pass filter both at 80Hz, you will effectively increase the "slope" of the low-pass crossover for the sub. Depending on the room and other conditions, it is quite possible that such settings may actually provide a better results, although I would not recommend them as an initial setting.
